What point in the game are you at? Dex is up there with STR for damage, but it requires other things to get the most out of it. Depending on what your other stats are, you might want to consider doing a Sword of Night and Flame setup. And there are some early weapons that work great off of dex that continue to be solid for the whole game, like Guardians Swordspear and the Pestilent Halberd the bug guys drop, both of which can be farmed before Atlus is even reached. Dex soft caps are at weird intervals so you will see return on investing in the stat fairly early on. But at the 20/20 point, you are basically in a position where you can fool around with a lot of different weapons to see what you are enjoying. Ultimately I found Daggers and Whips to be fun (Reduvia is amazing) for someone wanting to affix different status to rapid weapons. But really for raw damage, Greatspears and Halberds are where it is at, and there is a steady variety of those as you progress the game. Early on with modest stats, Halberds are a solid choice with dependable damage and moves. In fact, you can get a +8 one from the invader phantom at the Revenger's Shack in Western Luneria relatively early.
The biggest thing to think about is what you plan on the companion stat being. Arcane seems like an obvious choice because of how much the game leans into bleed (and Reduvia power stanced with Miscorde will proc bleed relentlessly), but it has a very limited benefit as the game goes on. Faith is the obvious best choice, due to Lightning working off of Dex and it giving you a number of ranged/buff options. Plus two of the strongest Dex weapons (The Gransax Spear and Siluria Tree Spear I have been jerking myself off to) tie into faith and dex with their very strong weapon arts. But its worth noting that a combined STR/DEX setup using the later Halberds can do a lot of raw damage. There are also some good arguments for going with INT/DEX and running as a wizard with some supplemental melee (certain mid game daggers and all whips work wonderfully here), but its not going to eclipse what a lightning DEX or MLGS centric build will do.
If you have not done a play using it, though, I suggest going down the Moonveil path and eventually graduating into MLGS. Its fun, powerful, and gets steadily better as the game goes on. Plus a close range weapon art MLGS hit with the right talismans is the single hardest hitting attack in the game in PVE, even to stuff that is resistant to it. And if you end up in a Fuck You Melee boss fight you can always fall back on Sorcery.